The investigators propose a phase I/II clinical trial to explore the safety, feasibility, and clinical and immunologic activity of a potent, novel, and broadly applicable form of active immunotherapy: tumor antigen loaded autologous dexosomes. Dexosomes are vesicles released from dendritic cells that express the necessary Human Leukocyte Antigens (HLA), co-stimulatory, and adhesion molecules required to induce T cell immune responses. This proposed study would be the first clinical trial to test the hypothesis that peptide antigen loaded dexosomes will elicit antigen specific CD8+ T cell responses in patients with cancer. In animal models, tumor antigen loaded dexosomes induced immune responses that could protect against tumor challenge and cause tumor regression and were remarkably more potent than dendritic cells. In addition, because dexosomes represent cell free material, they have potential clinical advantages over dendritic cell-based immunotherapy, such as easier handling, storage and portability and no concerns about viability. One possible strategy to initially test the clinical and immunologic activity of dexosomes in patients is to target patients with advanced lung cancer. Because the prognosis for advanced lung cancer is poor, additional therapies such as immunotherapy warrant evaluation. Sixty-four percent of non-small cell lung adenocarcinomas express MAGE-3 or MAGE-4, and 80 percent of non-small cell squamous cell carcinomas express MAGE-3 or MAGE-4. HLA-A2 restricted peptide epitopes of both MAGE-3 and MAGE-4 that can be recognized by tumor antigen specific T cells have been identified. The applicants therefore propose to determine the safety and feasibility of generating and administering autologous dexosomes loaded with HLA-A2 restricted peptide epitopes of MAGE-3 and MAGE-4. The applicants propose to evaluate the clinical response and to analyze the MAGE-3 and MAGE-4 specific T cell response in patients with advanced lung cancers that express MAGE3 or MAGE4. This clinical trial will form the background for further trials designed to demonstrate both immunology and clinical benefits of dexosome-based immunotherapy.